"I incline to Cain's heresy," he used to say quaintly: "I let my brother go to the devil in his own way."

As with any interpretation, this is subjective. Therefore, I can only give you my reasoning for what I believe this quote to mean.

Many people know that Cain killed his brother. It was Cain's choice to go against God's law and murder. That being said, Cain was therefore deemed a heretic in choosing to go against God's law. Utterson, the speaker in this quote, is stating that he feels compelled to accept Cain's decision and that he chose to do what was wrong on his own terms. While Utterson does not necessarily approve of what Cain did, he understands and allows him to make the mistakes he chooses to make. Utterson seems to be saying that he would rather not have any influence over the decisions, choices, or mistakes that anyone makes. That a man, alone, can choose his path.